Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-03 0.567918 0.641483 0.726058 0.831695 0.961860 1.119419 1.328451
2025-08-10 0.467223 0.552990 0.659068 0.803245 0.999716 1.267366 1.677939
2025-08-17 0.395274 0.482239 0.595140 0.757852 0.996514 1.352971 1.971169
2025-08-24 0.352839 0.441301 0.560875 0.742129 1.026149 1.488960 2.398674
2025-08-31 0.337694 0.433692 0.569244 0.786653 1.154615 1.822295 3.375895
2025-09-07 0.312635 0.408714 0.548478 0.781695 1.199226 2.022341 4.231177
2025-09-14 0.289563 0.383896 0.524411 0.766563 1.221012 2.184525 5.146308
2025-09-21 0.272139 0.365581 0.507928 0.760997 1.258691 2.396531 6.473314
2025-09-28 0.254733 0.345689 0.486688 0.743600 1.268353 2.546727 7.818879
2025-10-05 0.251516 0.347172 0.499888 0.790195 1.424425 3.164568 12.844221
2025-10-12 0.253353 0.356590 0.527149 0.868209 1.678578 4.289783 28.510897
2025-10-19 0.241106 0.342169 0.511602 0.858003 1.712995 4.691767 42.613957
2025-10-26 0.230652 0.330779 0.501811 0.861658 1.795900 5.427351 87.233652
2025-11-02 0.216175 0.311690 0.476428 0.828276 1.766810 5.646604 139.486131
2025-11-09 0.201001 0.290545 0.445689 0.779415 1.681247 5.524147 176.432681
2025-11-16 0.191226 0.278031 0.430020 0.762433 1.688657 5.937463 435.546648
2025-11-23 0.189884 0.279838 0.441266 0.808516 1.911527 8.060772 NaN
2025-11-30 0.182761 0.271069 0.431410 0.803226 1.962690 9.153403 NaN
2025-12-07 0.175088 0.260885 0.417992 0.787419 1.972041 9.959701 NaN
2025-12-14 0.169032 0.253249 0.409039 0.781604 2.018119 11.316053 NaN
2025-12-21 0.162191 0.243854 0.395901 0.763496 2.011353 12.129088 NaN
2025-12-28 0.162119 0.246680 0.407681 0.811977 2.300286 18.611675 NaN
2026-01-04 0.164477 0.254102 0.429706 0.893280 2.803740 38.415518 NaN